EBA NPL.Counterparty Group.Counterparty Group Identifier

From Open Risk Manual

Definition of Counterparty Group / Counterparty Group Identifier

Counterparty Group.Counterparty Group Identifier: Institution's internal identifier for the Counterparty Group. Where Counterparty Group is defined as a group of related Counterparties

  • EBA Field Index 2.0
  • Documentation Entry 3

Description

"Counterparty Group Identifier" is the institutions internal identifier for the Counterparty Group where Counterparty Group is defined as a group of related Counterparties where a group could just be a standalone Counterparty or multiple Counterparties. The group of related Counterparties are considered to be related where: i Each Counterparty has an exposure to the Institution; and ii The Counterparties" credit quality impacts the credit quality of any other Counterparty within the Counterparty Group; and iii The Counterparties share an economic relationship with one another. The group of related Counterparties is not the same as "Group of Connected Clients" defined in Article 4(1) (39) of Regulation (EU) No 575/2013.

Field Characteristics

The field type is Text.


The field is a required Identifier for the Loan Tape.

The field belongs to the EBA NPL Counterparty Group Table.

The field applies to 4 of the 7 EBA NPL Asset Classes. It does not apply to Residential Real Estate Loans, Unsecured Loans, Auto Loans,

The field is applicable to all borrower types.

The field is Not Confidential

Disclaimer

  • This text is generated automatically. Do not edit manually!
  • This information is provided as is. Refer to the EBA NPL Template for pointers to definitive instructions

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